V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.11% (-0.85%)

Analysis last updated: Thursday, May 2, 2024 at 07:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index MF2-GARCH
paramt-stat
m56
α0.034413.64
β0.8421226.30
γ0.122530.24
λ10.00345.87
λ20.03619.05
λ30.9622225.93
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts